CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 10-Jul-2013
Day Change Summary
Previous Current
09-Jul-2013 10-Jul-2013 Change Change % Previous Week
Open 45.96 46.03 0.07 0.2% 44.98
High 46.19 46.27 0.08 0.2% 46.32
Low 45.50 45.80 0.30 0.7% 44.98
Close 46.00 46.16 0.16 0.3% 46.03
Range 0.69 0.47 -0.22 -31.9% 1.34
ATR 0.66 0.64 -0.01 -2.0% 0.00
Volume 3,437 4,008 571 16.6% 9,194
Daily Pivots for day following 10-Jul-2013
Classic Woodie Camarilla DeMark
R4 47.49 47.29 46.42
R3 47.02 46.82 46.29
R2 46.55 46.55 46.25
R1 46.35 46.35 46.20 46.45
PP 46.08 46.08 46.08 46.13
S1 45.88 45.88 46.12 45.98
S2 45.61 45.61 46.07
S3 45.14 45.41 46.03
S4 44.67 44.94 45.90
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 49.80 49.25 46.77
R3 48.46 47.91 46.40
R2 47.12 47.12 46.28
R1 46.57 46.57 46.15 46.85
PP 45.78 45.78 45.78 45.91
S1 45.23 45.23 45.91 45.51
S2 44.44 44.44 45.78
S3 43.10 43.89 45.66
S4 41.76 42.55 45.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.32 45.50 0.82 1.8% 0.55 1.2% 80% False False 2,705
10 46.32 44.55 1.77 3.8% 0.62 1.3% 91% False False 2,310
20 48.27 44.55 3.72 8.1% 0.66 1.4% 43% False False 2,162
40 49.43 44.55 4.88 10.6% 0.62 1.4% 33% False False 1,803
60 49.43 44.55 4.88 10.6% 0.64 1.4% 33% False False 1,603
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.27
2.618 47.50
1.618 47.03
1.000 46.74
0.618 46.56
HIGH 46.27
0.618 46.09
0.500 46.04
0.382 45.98
LOW 45.80
0.618 45.51
1.000 45.33
1.618 45.04
2.618 44.57
4.250 43.80
Fisher Pivots for day following 10-Jul-2013
Pivot 1 day 3 day
R1 46.12 46.07
PP 46.08 45.98
S1 46.04 45.89

These figures are updated between 7pm and 10pm EST after a trading day.

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